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ZKB Callable Barrier Reverse Convertible on worst of
Julius Baer Gruppe AG/Lonza Group AG/Holcim Ltd

ISIN: CH1303966936 Security: 130396693 Symbol: Z08GTZ Life cycle
Secondary market

Bid Price 98.96%

Ask Price 99.66%

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 31.05.2024 05:15:01

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Julius Baer Grp N54.0855.58CHF55.58
(100.00%)
n.a.30.569
(55.00%)
n.a.17.9921
Lonza Grp N486.4353.30CHF353.30
(100.00%)
n.a.194.315
(55.00%)
n.a.2.8305
Holcim N78.7861.66CHF61.66
(100.00%)
n.a.33.913
(55.00%)
n.a.16.2180

Reference data

ISIN CH1303966936
Security 130396693
Symbol Z08GTZ
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'150.00

Coupon

Coupon (Coupon p.a.)15.00% (10.00% )
Coupon paymentguaranteed
Interest portion p.a.1.51%
Premium portion p.a.8.49%
Coupon date23.08.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date16.11.2023
Payment day23.11.2023
First trading day23.11.2023
Last trading day16.05.2025
Final fixing day16.05.2025
Redemption date23.05.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term348
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange SIX Structured Products
Trade time 09:15 - 17:15 (CET)
Round lot CHF 1'000.00
Performance of underlying since issue

Product type

SSPA derivative category Yield enhancement
SSPA code Barrier reverse convertible (1230)

Legal parties

Issuer Zürcher Kantonalbank Finance (Guernsey) Ltd
Keep-Well Agreement with Zürcher Kantonalbank, Zürich
Issuer rating
Lead manager Zürcher Kantonalbank, Zürich
Payment, execution and calculation agent Zürcher Kantonalbank, Zürich

Tax aspects (Private investor tax domicile Switzerland)

Income taxYes
Withholding taxNo
Stamp duty payable in the secondary marketYes
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return1.51%
Cash value of fixed income investment upon issue97.78%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date23.05.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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